MSTR Options History — April 2024 In April 2024, MSTR traded between $108.41 and $164.70. ATM implied volatility averaged 126.6%, placing in the 64.7% IV rank vs the trailing year. The 30-day expected move averaged 36.2%. IV traded above realized volatility by 10.5% (HV 20d: 116.1%). Max pain ranged from $96.00 to $158.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2024-04-05 : Highest Volume — 771,220 contracts2024-04-09 : Largest IV drop — 6.2% change2024-04-01 : Highest IV Rank — 82.9%2024-04-01 : Largest Expected Move — 41.9%Monthly Statistics Metric Avg Min Max Open Close Price $138.58 $108.41 $164.70 $163.50 $108.41 Max Pain $136.41 $96.00 $158.00 $96.00 $130.00 ATM IV 126.6% 110.5% 146.6% 146.6% 110.5% Expected Move 36.2% 32.0% 41.9% 41.9% 32.0% HV 20d 116.1% 83.6% 167.0% 167.0% 99.7% HV 60d 124.8% 121.3% 132.1% 122.9% 132.1% IV Rank 64.7% 50.1% 82.9% 82.9% 50.1% IV Percentile 88.3% 82.9% 95.2% 95.2% 82.9% Term Structure -0.7% -2.8% 1.4% -1.1% 1.4% VWIV 129.2% 116.4% 149.3% 149.3% 116.4% Skew 25d -8.1% -10.7% -5.3% -9.2% -8.7% Skew 10d -13.8% -20.6% -8.8% -18.4% -14.1% Call IV 25d 133.3% 118.1% 154.3% 154.3% 118.1% Put IV 25d 125.2% 109.3% 145.1% 145.1% 109.3% Bid-Ask Spread % 16.31 7.86 28.91 24.62 23.28 Gamma HHI 0.03 0.02 0.04 0.03 0.02 Net GEX 16.8M -16.6M 53.3M 29.9M -2.8M Net DEX -6.30B -9.77B -2.99B -9.25B -2.99B Net VEX -25.6M -28.6M -22.0M -28.6M -22.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.54 1.11 0.80 0.91 Total Volume 408,172.727 198,400 771,220 438,230 635,760 Total OI 2,274,327.273 1,804,860 2,621,200 2,228,700 1,924,410
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-04-01 $163.50 $96.00 146.6% 41.9% 167.0% 82.9% 149.3% -9.2% -1.1% 29.9M -9.25B -28.6M 0.80 24.62 N/A N/A 243,450 194,780 1,041,640 1,187,060 2024-04-02 $158.75 $96.00 142.4% 40.7% 147.3% 79.1% 143.2% -9.0% -0.6% 26.3M -8.59B -28.3M 0.68 28.75 N/A N/A 240,430 163,980 1,107,920 1,254,320 2024-04-03 $160.50 $100.00 139.2% 39.2% 130.1% 76.2% 139.3% -9.3% 0.6% 41.1M -9.14B -28.1M 0.69 28.91 N/A N/A 249,010 171,550 1,159,560 1,296,090 2024-04-04 $164.70 $155.00 137.6% 39.3% 127.5% 74.8% 138.7% -10.7% -0.4% 47.3M -9.77B -28.3M 0.73 8.23 N/A N/A 262,720 192,400 1,202,460 1,330,400 2024-04-05 $148.38 $158.00 132.6% 37.9% 133.0% 70.2% 134.1% -9.1% 0.2% -16.6M -6.76B -27.1M 0.71 9.36 N/A N/A 450,380 320,840 1,230,620 1,377,770 2024-04-08 $150.35 $150.00 136.9% 38.6% 130.0% 74.1% 137.5% -9.3% -1.9% 19.9M -7.62B -27.0M 0.54 9.74 N/A N/A 263,840 141,270 1,025,300 1,206,270 2024-04-09 $143.62 $151.00 128.4% 36.5% 127.4% 66.4% 130.0% -8.2% -1.0% 14.3M -6.68B -26.6M 0.69 7.86 N/A N/A 276,760 191,140 1,127,400 1,249,080 2024-04-10 $154.65 $150.00 127.0% 36.5% 129.8% 65.1% 128.9% -7.5% 0.6% 48.3M -8.67B -26.8M 0.75 11.52 N/A N/A 225,080 169,160 1,188,680 1,303,880 2024-04-11 $154.79 $150.00 126.2% 35.9% 125.4% 64.4% 126.9% -7.1% -1.4% 53.3M -8.70B -26.8M 0.92 9.44 N/A N/A 182,100 167,030 1,226,330 1,326,520 2024-04-12 $148.26 $150.00 126.8% 36.2% 124.1% 65.0% 129.2% -7.8% -0.3% 14.4M -7.46B -26.3M 1.11 12.71 N/A N/A 255,330 282,410 1,256,460 1,364,740 2024-04-15 $135.41 $150.00 121.2% 34.7% 122.9% 59.9% 123.8% -7.0% 0.1% 14.3M -5.84B -24.7M 0.72 12.63 N/A N/A 250,320 181,390 1,042,640 1,193,960 2024-04-16 $126.30 $149.00 124.1% 35.6% 112.4% 62.5% 125.9% -5.3% -1.4% -1.1M -4.70B -24.2M 0.82 14.08 N/A N/A 219,810 180,570 1,100,310 1,237,120 2024-04-17 $119.21 $146.00 124.7% 35.7% 112.3% 63.0% 128.9% -6.8% -0.9% -8.5M -3.88B -23.8M 0.80 15.43 N/A N/A 280,450 223,250 1,154,710 1,250,480 2024-04-18 $122.06 $135.00 125.0% 35.9% 108.6% 63.3% 127.3% -8.6% -0.5% -384.2K -4.60B -24.4M 0.71 14.45 N/A N/A 215,260 153,790 1,233,930 1,268,870 2024-04-19 $117.81 $135.00 122.6% 35.3% 106.9% 61.1% 129.0% -7.4% -1.2% -12.2M -4.04B -23.9M 0.97 19.04 N/A N/A 225,520 219,530 1,273,450 1,281,180 2024-04-22 $131.50 $135.00 124.9% 35.7% 115.2% 63.2% 129.7% -6.4% -2.8% 18.6M -5.21B -24.9M 0.59 16.91 N/A N/A 204,480 120,700 921,360 912,770 2024-04-23 $133.23 $135.00 121.7% 34.7% 89.3% 60.4% 122.9% -7.4% -2.2% 25.0M -5.46B -25.3M 0.72 15.80 N/A N/A 115,360 83,040 979,730 945,490 2024-04-24 $127.80 $135.00 118.8% 34.1% 88.7% 57.6% 122.7% -6.9% -0.9% 14.7M -4.85B -24.5M 0.77 18.78 N/A N/A 126,250 97,730 1,006,370 967,910 2024-04-25 $124.36 $134.00 116.6% 33.2% 88.0% 55.7% 121.8% -8.3% -1.1% 5.4M -4.48B -24.1M 0.93 18.00 N/A N/A 106,460 99,240 1,036,580 980,000 2024-04-26 $127.27 $131.00 116.0% 32.8% 84.8% 55.1% 118.7% -9.3% -0.7% 17.4M -4.86B -24.2M 0.71 19.11 N/A N/A 198,000 141,440 1,059,490 997,080 2024-04-29 $127.94 $130.00 115.0% 32.7% 83.6% 54.2% 118.2% -8.8% 1.1% 20.8M -5.02B -23.9M 0.69 20.10 N/A N/A 152,480 105,310 907,630 897,230 2024-04-30 $108.41 $130.00 110.5% 32.0% 99.7% 50.1% 116.4% -8.7% 1.4% -2.8M -2.99B -22.0M 0.91 23.28 N/A N/A 332,180 303,580 978,460 945,950
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